+1,372.7%
TTWO vs JBLU
-60.5%
+1,433.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +1.3% | -4.8% | +6.1% | +2.1% |
| 30D | -13.4% | -24.4% | +11.1% | -9.5% |
| 3M | +3.1% | -4.8% | +7.9% | +3.1% |
| 6M | +3.8% | -0.5% | +4.2% | +1.8% |
| YTD | -15.3% | -3.5% | -11.7% | -17.2% |
| 1Y | -11.1% | -13.6% | +2.5% | -12.0% |
| 3Y | +52.0% | -15.3% | +67.2% | +36.4% |
| 5Y | +40.9% | -70.1% | +111.0% | +49.3% |
| 10Y | +407.6% | -72.9% | +480.6% | +386.5% |
| All | +1,372.7% | -60.5% | +1,433.2% | +951.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling